We no longer use OSI and the new interface exits cleanly (see issue1076).

I updated the title

I wouldn't call this a warning. A warning is a recoverable error, but we want to terminate the program.

SoPlex is an LP solver and doesn't support MIPs, but we can still select it as an option in heuristics that solve MIPs.
Currently OSI exist with a warning when trying to do this but we should do this ourselves and exit with the correct exit code.

We should also document this restriction
Malte suggested to do this in https://www.fast-downward.org/Doc/Evaluator#Operator_counting_heuristic but the list there is an option that is used from different places (add_lp_solver_option_to_parser), so if we change one, we change them all. I think this is fine, but we have to present this in a way that is not referring to operator-counting heuristics specifically.